Unformatted text preview: tailed test Technical point: On terms of the actual mechanics of the test, the difference between S1(z) and S2(z) changes only at the observed vales z = Xi and z = Yi. So it’s enough to calculate S1(z)-S2(z) just at the observed data points. Another way of comparing the distributions of two samples is the Cramer-von Mises test . The setup is the same as before an independent sample of n observations X1,X2,X3,…Xn and another independent sample of m observations Y1,Y2,…Ym. S1 and S2 are the edfs. Test statistic: = + = =-V mnm n2 x Xix YiS1x S2x2 (note: Sum of the square deviations should be “small” if the samples come from the same distribution!)...
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This note was uploaded on 06/06/2011 for the course STAT 4290 taught by Professor Lazar during the Spring '11 term at UGA.
- Spring '11